+252.2%
KLAC vs LSCC
+26.3%
+225.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.1% | -0.4% | +2.5% |
| 7D | -12.3% | +13.0% | -25.3% | -18.3% |
| 30D | -29.6% | -19.8% | -9.8% | -20.4% |
| 3M | -28.2% | -18.4% | -9.8% | -20.0% |
| 6M | -23.6% | -16.1% | -7.5% | -14.7% |
| YTD | +14.4% | +42.7% | -28.3% | -6.0% |
| 1Y | +15.4% | +68.0% | -52.6% | -13.5% |
| 3Y | +184.3% | +85.8% | +98.5% | +81.0% |
| All | +252.2% | +26.3% | +225.8% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling